+31.9%
DIS vs NTAP
+583.1%
-551.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.3% |
| 7D | +1.9% | +7.2% | -5.3% | -0.1% |
| 30D | +9.2% | -18.4% | +27.5% | +14.8% |
| 3M | +13.5% | -11.3% | +24.8% | +15.8% |
| 6M | +14.3% | +53.8% | -39.5% | -4.2% |
| YTD | +5.4% | +72.0% | -66.6% | -15.6% |
| 1Y | +12.2% | +68.0% | -55.9% | -9.6% |
| 3Y | +37.2% | +149.5% | -112.3% | -8.3% |
| 5Y | -23.1% | +125.6% | -148.7% | -47.6% |
| All | +31.9% | +583.1% | -551.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling